Pages that link to "Item:Q393762"
From MaRDI portal
The following pages link to Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762):
Displaying 13 items.
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
- Option pricing using a computational method based on reproducing kernel (Q2406304) (← links)
- Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
- Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval (Q2514271) (← links)
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
- Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
- Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching (Q5119108) (← links)
- American option pricing problem transformed on finite interval (Q5739583) (← links)
- Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities (Q6102949) (← links)
- (Q6119093) (← links)
- A stable time-dependent mesh method for generalized credit rating migration problem (Q6140496) (← links)
